CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 24-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4351 |
1.4429 |
0.0078 |
0.5% |
1.4256 |
| High |
1.4497 |
1.4478 |
-0.0019 |
-0.1% |
1.4512 |
| Low |
1.4349 |
1.4374 |
0.0025 |
0.2% |
1.4253 |
| Close |
1.4420 |
1.4416 |
-0.0004 |
0.0% |
1.4382 |
| Range |
0.0148 |
0.0104 |
-0.0044 |
-29.7% |
0.0259 |
| ATR |
0.0180 |
0.0175 |
-0.0005 |
-3.0% |
0.0000 |
| Volume |
273,347 |
255,841 |
-17,506 |
-6.4% |
1,564,366 |
|
| Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4735 |
1.4679 |
1.4473 |
|
| R3 |
1.4631 |
1.4575 |
1.4445 |
|
| R2 |
1.4527 |
1.4527 |
1.4435 |
|
| R1 |
1.4471 |
1.4471 |
1.4426 |
1.4447 |
| PP |
1.4423 |
1.4423 |
1.4423 |
1.4411 |
| S1 |
1.4367 |
1.4367 |
1.4406 |
1.4343 |
| S2 |
1.4319 |
1.4319 |
1.4397 |
|
| S3 |
1.4215 |
1.4263 |
1.4387 |
|
| S4 |
1.4111 |
1.4159 |
1.4359 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5159 |
1.5030 |
1.4524 |
|
| R3 |
1.4900 |
1.4771 |
1.4453 |
|
| R2 |
1.4641 |
1.4641 |
1.4429 |
|
| R1 |
1.4512 |
1.4512 |
1.4406 |
1.4577 |
| PP |
1.4382 |
1.4382 |
1.4382 |
1.4415 |
| S1 |
1.4253 |
1.4253 |
1.4358 |
1.4318 |
| S2 |
1.4123 |
1.4123 |
1.4335 |
|
| S3 |
1.3864 |
1.3994 |
1.4311 |
|
| S4 |
1.3605 |
1.3735 |
1.4240 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4497 |
1.4253 |
0.0244 |
1.7% |
0.0144 |
1.0% |
67% |
False |
False |
268,564 |
| 10 |
1.4512 |
1.4098 |
0.0414 |
2.9% |
0.0158 |
1.1% |
77% |
False |
False |
299,595 |
| 20 |
1.4512 |
1.4041 |
0.0471 |
3.3% |
0.0189 |
1.3% |
80% |
False |
False |
362,803 |
| 40 |
1.4547 |
1.3811 |
0.0736 |
5.1% |
0.0176 |
1.2% |
82% |
False |
False |
343,501 |
| 60 |
1.4652 |
1.3811 |
0.0841 |
5.8% |
0.0172 |
1.2% |
72% |
False |
False |
301,662 |
| 80 |
1.4875 |
1.3811 |
0.1064 |
7.4% |
0.0172 |
1.2% |
57% |
False |
False |
226,645 |
| 100 |
1.4875 |
1.3811 |
0.1064 |
7.4% |
0.0162 |
1.1% |
57% |
False |
False |
181,414 |
| 120 |
1.4875 |
1.3720 |
0.1155 |
8.0% |
0.0152 |
1.1% |
60% |
False |
False |
151,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4920 |
|
2.618 |
1.4750 |
|
1.618 |
1.4646 |
|
1.000 |
1.4582 |
|
0.618 |
1.4542 |
|
HIGH |
1.4478 |
|
0.618 |
1.4438 |
|
0.500 |
1.4426 |
|
0.382 |
1.4414 |
|
LOW |
1.4374 |
|
0.618 |
1.4310 |
|
1.000 |
1.4270 |
|
1.618 |
1.4206 |
|
2.618 |
1.4102 |
|
4.250 |
1.3932 |
|
|
| Fisher Pivots for day following 24-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4426 |
1.4420 |
| PP |
1.4423 |
1.4418 |
| S1 |
1.4419 |
1.4417 |
|